Concentric Twist with Shielded Lines

I'm planning out a concentric twist harness and ran into a dilemma. I have braided/shielded twisted pairs as part of the core, but what do i do after i splice the ground to the braid? Does that splice happen on the main connector side, close to the connector and then terminate into the connector? Ooooor does that splice happen on the sensor side and that ground wire is part of the concentric twist?

You want the shield to be grounded as close to your ECU as possible, and only at one end. So I would do the splice at the ECU end.